Dr Dan Ladley
Senior Lecturer in Finance
- Tel: 0116 252 5285
- Email: firstname.lastname@example.org
- Office: AC213
- Office Hours: Monday 15:00 - 16:00 and Friday 14:00 - 15:00
- Market Microstructure
- Banking and Systematic Risk
- Computational, Numerical and Agent-based techniques
Research papers can be downloaded via RePEc.
I am willing to supervise students in the area of market microstructure or banking theory using a numerical or computational approach
Current PhD Students
- EC7076: Financial Derivatives
- EC7097: Financial Risk Management
- Departmental Computer Officer
- CFA coordinator
- MSc. Financial Economics Program Coordinator
- Chair of the Postgraduate Finance Syllabus Sub-committee
Most Recent Publications
- De Kamps, M., Ladley, D., Simaitis, A. (Forthcoming) Heterogeneous Beliefs in Over-The-Counter Markets, Journal of Economic Dynamics and Control.
- Ladley, D. (2013) Contagion and risk sharing on the interbank market, Journal of Economic Dynamics and Control, 37 (7), 1384-1400.
- Ladley, D. (2012) Zero Intelligence in Economics and Finance, The Knowledge Engineering Review - Special Issue on Agent Based Computational Economics, 27(2), 273-286.
- Ladley, D. & Schenk-Hoppé, K. R., 2009. "Do stylised facts of order book markets need strategic behaviour?," Journal of Economic Dynamics and Control, 33(4), 817-831.
- Ladley, D. & Bullock, S., 2008. "The Strategic Exploitation of Limited Information and Opportunity in Networked Markets," Computational Economics, 32(3), 295-315.